| Metric | 11385525:btcusd:triple_med_gx:lsma115_80 | 11385525:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 35.74% | 152.93% |
| Max Drawdown | -13.3% | -67.18% |
| Sharpe | 0.44 | 0.4 |
| Sortino | 0.69 | 0.58 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.81 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 84.04 | 2.88 |
| Outlier Loss Ratio | 3.92 | 2.75 |
| Volatility (ann.) | 5.6% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.73 | 0.48 |
| Skew | 1.15 | 0.18 |
| Kurtosis | 92.9 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.29% |
| Expected Yearly % | 7.94% | 26.11% |
| Kelly Criterion | 9.48% | 11.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11385525:BTCUSD | 11385525:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.62 | -0.29 | + |
| 2023 | 155.54 | 3.96 | 0.03 | - |
| 2024 | 121.00 | 8.65 | 0.07 | - |
| 2025 | 17.02 | 2.18 | 0.13 | - |
| Metric | 11385525:btcusd:triple_med_gx:lsma115_80 | 11385525:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.14% | 31.76% |
| 6M | 2.18% | 12.25% |
| YTD | 2.18% | 17.02% |
| 1Y | 16.12% | 57.19% |
| 3Y (ann.) | 8.52% | 55.42% |
| 5Y (ann.) | 9.66% | 32.3% |
| Metric | 11385525:btcusd:triple_med_gx:lsma115_80 | 11385525:BTCUSD |
|---|---|---|
| Max Drawdown | -13.3% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -2.7% | -7.61% |
| Avg. Drawdown Days | 38.0 | 38.0 |
| Recovery Factor | 2.69 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-08-23 | -13.30 | 452 |
| 2023-03-01 | 2023-05-28 | -7.77 | 88 |
| 2022-10-06 | 2023-01-11 | -6.61 | 97 |
| 2025-04-21 | 2025-06-11 | -5.69 | 51 |
| 2024-09-20 | 2025-01-15 | -5.15 | 117 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.33 | 32 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-08-26 | 2024-09-18 | -2.68 | 23 |
| Metric | 11385525:btcusd:triple_med_gx:lsma115_80 | 11385525:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.4% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 8.63% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 17.62% | 155.54% |
| Worst Year | 2.18% | -61.73% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.64% | -0.66% |
| Avg. Up Week | 3.54% | 7.84% |
| Avg. Down Week | -2.87% | -4.39% |
| Avg. Up Month | 4.85% | 19.22% |
| Avg. Down Month | -0.71% | -7.5% |
| Win Days % | 49.57% | 51.27% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 55.88% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |